Darren Butterworth

Durham University - Department of Economics and Finance

Durham, DH1 3HY

United Kingdom

SCHOLARLY PAPERS

4

DOWNLOADS

131

CITATIONS

2

Scholarly Papers (4)

1.

Transparency in the UK Bond Markets: An Overview

FCA Occasional Paper No. 6
Number of pages: 34 Posted: 09 Mar 2017
Financial Conduct Authority, Durham University - Department of Economics and Finance, International Monetary Fund (IMF) - Monetary and Capital Markets Department, European Securities and Markets Authority and Financial Conduct Authority
Downloads 77 (308,131)

Abstract:

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Bond Markets, Transparency

2.

Methods for Analysing Mortgage Markets

FCA Occasional Paper No. 11
Number of pages: 74 Posted: 09 Mar 2017
Durham University - Department of Economics and Finance, Government of the United Kingdom - Financial Services Authority, Independent and European Banking Authority
Downloads 30 (461,328)
Citation 2

Abstract:

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Micro-Simulation, Well-Being Analysis, Cost-Benefit-Analysis, Mortgages, Financial Regulation, Conduct Regulation, Affordability, Lending

3.

The Hedging Effectiveness of U.K. Stock Index Futures Contracts Using an Extended Mean Gini Approach: Evidence for the FTSE 100 and FTSE Mid250 Contracts

Multinational Finance Journal, Vol. 9, No. 3/4, p. 131-160, 2005
Number of pages: 30 Posted: 01 Jul 2015
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University
Downloads 24 (492,325)
Citation 2

Abstract:

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hedging, futures, mean-gini, risk aversion

4.

Ex-Ante Hedging Effectiveness of UK Stock Index Futures Contracts: Evidence for the Ftse 100 and Ftse Mid 250

European Financial Management, Vol. 6, No. 4, December 2000
Posted: 19 Jun 2000
Darren Butterworth and Phil Holmes
Durham University - Department of Economics and Finance and Durham University

Abstract:

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Ex ante Hedging, Hedge Ratio Instability, ITC